I'm Gray Calhoun, an Assistant Professor in the Economics Department at Iowa State. I work on Econometric theory, especially time series and applications to forecasting and forecast evaluation. I graduated with a PhD from UC San Diego in 2009, where I worked with Graham Elliott and Allan Timmermann.
Helle Bunzel and I will teach PhD Macroeconometrics (Economics 674) in Spring, 2013. The syllabus is available here.
Other past classes are not online. Please contact me if you need that material.
Please see my CV for a list of published papers with links.
Improved stepdown methods for asymptotic control of generalized error rates. 2013.
Block bootstrap consistency under weak assumptions. Working Paper 11017, Iowa State University, 2013.
An asymptotically normal out-of-sample test of equal predictive accuracy for nested models. 2013.
Out-of-sample comparisons of overfit models. Working Paper 11002, Iowa State University, 2012.
The full archives are available here, the last eight posts are listed below.
Econ 102 Syllabus, Spring 2014 (section 4), 09 Jan 2014
Econ 102 Syllabus, Spring 2014 (section 3), 09 Jan 2014
Another site reorganization, 19 Dec 2013
Econ Nobel Prize, 15 Oct 2013
Econ 671 Syllabus, Fall 2013, 26 Aug 2013
Still famous on the intranet, 15 Jul 2013
Writing a free Econometrics textbook, 01 Jun 2013
More news on Visual Scoreboard, 29 May 2013